//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~person:"Herwartz, Helmut"
~person:"Ryu, Doojin"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
26
Volatilität
26
Börsenkurs
13
Share price
13
Option trading
9
Optionsgeschäft
9
ARCH model
8
ARCH-Modell
8
Aktienmarkt
8
Stock market
8
Theorie
8
Theory
8
Capital income
7
Kapitaleinkommen
7
Anlageverhalten
4
Behavioural finance
4
Estimation
4
Option pricing theory
4
Optionspreistheorie
4
Schock
4
Schätzung
4
Shock
4
South Korea
4
Südkorea
4
USA
4
United States
4
VIX
4
Asymmetric information
3
Asymmetrische Information
3
Derivat
3
Derivative
3
Geldpolitik
3
Index futures
3
Index-Futures
3
KOSPI200 options
3
Market microstructure
3
Marktmikrostruktur
3
Monetary policy
3
Securities trading
3
Spillover effect
3
more ...
less ...
Online availability
All
Undetermined
Free
5
Type of publication
All
Article
25
Book / Working Paper
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
27
Aufsatz im Buch
1
Book section
1
Language
All
English
27
Author
All
Herwartz, Helmut
Ryu, Doojin
Gupta, Rangan
125
Ma, Feng
84
Bouri, Elie
79
Tiwari, Aviral Kumar
53
Hammoudeh, Shawkat
40
Mensi, Walid
39
Wohar, Mark E.
38
Zhang, Yaojie
38
Kang, Sang Hoon
37
Wang, Yudong
36
Xuan Vinh Vo
36
Bahmani-Oskooee, Mohsen
34
Demirer, Rıza
33
Ji, Qiang
33
Liang, Chao
33
Roubaud, David
33
Wei, Yu
33
Balcilar, Mehmet
31
Corbet, Shaen
30
Lucey, Brian M.
30
McAleer, Michael
28
Pierdzioch, Christian
28
Salisu, Afees A.
27
Shahzad, Syed Jawad Hussain
27
Yin, Libo
27
Lau, Chi Keung
26
Kumar, Dilip
25
Umar, Zaghum
23
Gillas, Konstantinos Gkillas
22
Jawadi, Fredj
22
Wen, Fenghua
22
Zhu, Huiming
22
Serletis, Apostolos
21
Wu, Xinyu
21
Todorov, Viktor
20
Wang, Jiqian
20
Caporale, Guglielmo Maria
19
Chevallier, Julien
19
Lee, Chien-chiang
19
more ...
less ...
Published in...
All
Finance research letters
3
Journal of international financial markets, institutions & money
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
2
Economics / Journal articles : the open-access, open-assessment journal
2
Oxford bulletin of economics and statistics
2
The journal of futures markets
2
Econometric reviews
1
Economic systems
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
International review of economics & finance : IREF
1
Journal of econometrics
1
Journal of empirical finance
1
Macroeconomic dynamics
1
Quantitative finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Whose sentiment explains implied
volatility
change and smile?
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473013
Saved in:
2
Does the world smile together? : a network analysis of global index option implied volatilities
Chen, Jing
;
Han, Qian
;
Ryu, Doojin
;
Tang, Jing
- In:
Journal of international financial markets, …
77
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013357053
Saved in:
3
Discovering the drivers of stock market
volatility
in a data-rich world
Chun, Dohyun
;
Cho, Hoon
;
Ryu, Doojin
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014245870
Saved in:
4
Asymmetric
volatility
impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
5
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
Saved in:
6
Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic
volatility
model
Hartmann, Matthias
;
Herwartz, Helmut
;
Ulm, Maren
- In:
Macroeconomic dynamics
26
(
2022
)
5
,
pp. 1302-1337
Persistent link: https://www.econbiz.de/10013270236
Saved in:
7
Asset prices, financial amplification and monetary policy : structural evidence from an identified multivariate GARCH model
Herwartz, Helmut
;
Roestel, Jan
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013357315
Saved in:
8
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
9
Volatility
information trading in the index options market : an intraday analysis
Yang, Heejin
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 412-426
Persistent link: https://www.econbiz.de/10012372813
Saved in:
10
Economic indicators and stock market
volatility
in an emerging economy
Chun, Dohyun
;
Cho, Hoon
;
Ryu, Doojin
- In:
Economic systems
44
(
2020
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012593418
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->